FTSE TWSE Taiwan 50 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
31.85%
increased by 0.23%
1 Week
31.70%
increased by 0.08%
1 Month
31.10%
decreased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6350 | 5.30 | |
| 0.0493 | 28.53 | |
| 0.9917 | 682.55 | |
| 6.0633 | 5.67 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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